Jae H. Kim
Jae H. Kim
Verified email at latrobe.edu.au - Homepage
Title
Cited by
Cited by
Year
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests
JH Kim, A Shamsuddin
Journal of Empirical Finance 15 (3), 518-532, 2008
3552008
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long US data
JH Kim, A Shamsuddin, KP Lim
Journal of Empirical Finance 18 (5), 868-879, 2011
3032011
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
HAAB Hoque, JH Kim, CS Pyun
International Review of Economics & Finance 16 (4), 488-502, 2007
2542007
Financial crisis and stock market efficiency: Empirical evidence from Asian countries
KP Lim, RD Brooks, JH Kim
International Review of Financial Analysis 17 (3), 571-591, 2008
2512008
Wild bootstrapping variance ratio tests
JH Kim
Economics Letters 92 (1), 38-43, 2006
2252006
Automatic variance ratio test under conditional heteroskedasticity
JH Kim
Finance Research Letters 6 (3), 179-185, 2009
1372009
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
MP Clements, AB Galvão, JH Kim
Journal of Empirical Finance 15 (4), 729-750, 2008
1332008
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates
A Charles, O Darné, JH Kim
Journal of International Money and Finance 31 (6), 1607-1626, 2012
942012
Confidence intervals for tourism demand elasticity
H Song, JH Kim, S Yang
Annals of Tourism Research 37 (2), 377-396, 2010
932010
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests
KP Lim, W Luo, JH Kim
Applied Economics 45 (8), 953-962, 2013
882013
Forecasting international tourist flows to Australia: a comparison between the direct and indirect methods
JH Kim, IA Moosa
Tourism Management 26 (1), 69-78, 2005
882005
Small sample properties of alternative tests for martingale difference hypothesis
A Charles, O Darné, JH Kim
Economics Letters 110 (2), 151-154, 2011
812011
Integration and interdependence of stock and foreign exchange markets: an Australian perspective
AFM Shamsuddin, JH Kim
Journal of International Financial Markets, Institutions and Money 13 (3 …, 2003
772003
Forecasting monthly tourist departures from Australia
JH Kim
Tourism Economics 5 (3), 277-291, 1999
751999
Forecasting autoregressive time series with bias-corrected parameter estimators
JH Kim
International Journal of Forecasting 19 (3), 493-502, 2003
692003
Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies
K Balcombe, I Fraser, JH Kim
Applied Economics 38 (19), 2221-2236, 2006
672006
Seasonal behaviour of monthly international tourist flows: specification and implications for forecasting models
JH Kim, I Moosa
Tourism Economics 7 (4), 381-396, 2001
612001
Bootstrap-after-bootstrap prediction intervals for autoregressive models
JH Kim
Journal of Business & Economic Statistics 19 (1), 117-128, 2001
612001
Asymptotic and bootstrap prediction regions for vector autoregression
JH Kim
International Journal of Forecasting 15 (4), 393-403, 1999
561999
Significance Testing in Empirical Finance: A Critical Review and Assessment
JH Kim, PI Ji
Journal of Empirical Finance 34, 1-14, 2015
512015
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Articles 1–20